"Dice"-sion–making under uncertainty : when can a random decision reduce risk?

Erick Delage, Daniel Kuhn, Wolfram Wiesemann

Year of publication:	2019
Authors:	Delage, Erick ; Kuhn, Daniel ; Wiesemann, Wolfram
Published in:	Management science : journal of the Institute for Operations Research and the Management Sciences. - Catonsville, MD : INFORMS, ISSN 0025-1909, ZDB-ID 206345-1. - Vol. 65.2019, 7, p. 3282-3301
Subject:	stochastic programming \| risk measures \| distributionally robust optimization \| ambiguity aversion \| randomized decisions \| Risiko \| Risk \| Entscheidung unter Unsicherheit \| Decision under uncertainty \| Stochastischer Prozess \| Stochastic process \| Risikoaversion \| Risk aversion \| Mathematische Optimierung \| Mathematical programming \| Entscheidung \| Decision \| Robustes Verfahren \| Robust statistics \| Entscheidung unter Risiko \| Decision under risk \| Risikomaß \| Risk measure \| Entscheidungstheorie \| Decision theory

Type of publication:	Article
Type of publication (narrower categories):	Aufsatz in Zeitschrift ; Article in journal
Language:	English
Other identifiers:	10.1287/mnsc.2018.3108 [DOI]
Source:	ECONIS - Online Catalogue of the ZBW

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